A domain is not the same as Active Directory. AD is Microsoft's proprietary, closed-source implementation of domains, based around LDAP with additional stuff around the edge. A domain is a much more abstract concept.
If you want to run your own domain, yes, you will need to download OpenLDAP to authenticate users. I suggest OpenLDAP rather than OpenRadius as RADIUS servers are typically used to authenticate PPP dial-in users. However, if this is what you want, go for the RADIUS option instead.